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About the Role

We are building the next generation of our proprietary electronic trading platform, a greenfield, event-based trading and market data system. We seek a senior C++ engineer to lead the design and development of ultra-low-latency execution engines, market data pipelines, order and risk management systems, and direct exchange connectivity. This is a hands-on role with broad ownership across the trading stack, where your code will directly impact live market trading.

Responsibilities

Lead the design, implementation, and deployment of DV Commodities' core C++ trading platform, including execution, order management, market data, pricing, and risk.
Design and maintain direct exchange connectivity, including order entry gateways and feed handlers for venues like CME and ICE.
Drive microsecond- and nanosecond-level performance optimizations, including lock-free data structures, cache-aware design, kernel-bypass networking, and CPU tuning.
Collaborate with trading desks on new feature requests and algos, and with cross-functional teams to troubleshoot complex problems.
Build high-performance components for both simulation and live trading.
Own systems end-to-end, from design and implementation to testing, deployment, and production support in a live trading environment.

Requirements

7+ years of professional C++ development experience with modern C++ (17/20), templates, move semantics, memory models, and concurrency.
Proven experience building low-latency, high-throughput, multi-threaded systems for quantitative trading, preferably at a proprietary trading firm, market maker, hedge fund, or exchange.
Strong knowledge of exchange operations, including order types, matching engine behavior, market microstructure, and native exchange protocols.
Direct experience with futures and/or commodities markets; energy markets and swaps are a strong plus.
Systems-level fluency in Linux/Unix environments, git, TCP/UDP and multicast networking, kernel-bypass stacks, and performance profiling.
Experience with distributed systems, large data sets, and SQL, NoSQL, or tick databases.
Ability to program in a scientific computing environment (Python/NumPy/pandas) for research and tooling.
Strong verbal and written communication skills and sound judgment in production trading environments.
Bachelor’s degree or higher in CS, Engineering, or a related technical discipline, or equivalent practical experience.

Skills

C++ (17/20)
Modern C++
Templates
Move semantics
Memory models
Concurrency
Low-latency systems
High-throughput systems
Multi-threaded systems
Quantitative trading
Exchange protocols (iLink/MDP, ICE, FIX/SBE)
Futures and commodities markets
Energy markets
Swaps
Linux/Unix
Git
TCP/UDP
Multicast networking
Kernel-bypass stacks (Onload, VMA, DPDK)
Performance profiling
Distributed systems
Large data sets
SQL
NoSQL
Tick databases
Python
NumPy
pandas

Location

Chicago

Work Type

Full-time

Experience Level

Senior
7+ years

Education Level

Bachelor's degree or higher in CS, Engineering, or a related technical discipline, or equivalent practical experience.

About the Company

DV Group is a global financial services firm founded 20 years ago, with over 600 employees across North America, Europe, and Asia.
DV Trading, a proprietary trading firm, utilizes its own capital, strategies, and risk management to provide liquidity and hedging opportunities.
DV Group affiliates include two broker dealers, a cryptocurrency market making firm, and an investment adviser.

Equal Opportunity

DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.